Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,303.2 |
1,294.5 |
-8.7 |
-0.7% |
1,278.3 |
High |
1,308.3 |
1,296.5 |
-11.8 |
-0.9% |
1,309.3 |
Low |
1,295.7 |
1,278.6 |
-17.1 |
-1.3% |
1,271.9 |
Close |
1,304.5 |
1,279.4 |
-25.1 |
-1.9% |
1,304.5 |
Range |
12.6 |
17.9 |
5.3 |
42.1% |
37.4 |
ATR |
14.9 |
15.7 |
0.8 |
5.3% |
0.0 |
Volume |
217,452 |
221,681 |
4,229 |
1.9% |
1,018,660 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.5 |
1,326.9 |
1,289.2 |
|
R3 |
1,320.6 |
1,309.0 |
1,284.3 |
|
R2 |
1,302.7 |
1,302.7 |
1,282.7 |
|
R1 |
1,291.1 |
1,291.1 |
1,281.0 |
1,288.0 |
PP |
1,284.8 |
1,284.8 |
1,284.8 |
1,283.3 |
S1 |
1,273.2 |
1,273.2 |
1,277.8 |
1,270.1 |
S2 |
1,266.9 |
1,266.9 |
1,276.1 |
|
S3 |
1,249.0 |
1,255.3 |
1,274.5 |
|
S4 |
1,231.1 |
1,237.4 |
1,269.6 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.4 |
1,393.4 |
1,325.1 |
|
R3 |
1,370.0 |
1,356.0 |
1,314.8 |
|
R2 |
1,332.6 |
1,332.6 |
1,311.4 |
|
R1 |
1,318.6 |
1,318.6 |
1,307.9 |
1,325.6 |
PP |
1,295.2 |
1,295.2 |
1,295.2 |
1,298.8 |
S1 |
1,281.2 |
1,281.2 |
1,301.1 |
1,288.2 |
S2 |
1,257.8 |
1,257.8 |
1,297.6 |
|
S3 |
1,220.4 |
1,243.8 |
1,294.2 |
|
S4 |
1,183.0 |
1,206.4 |
1,283.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,309.3 |
1,276.3 |
33.0 |
2.6% |
18.0 |
1.4% |
9% |
False |
False |
223,328 |
10 |
1,309.3 |
1,262.0 |
47.3 |
3.7% |
15.8 |
1.2% |
37% |
False |
False |
189,051 |
20 |
1,309.3 |
1,246.9 |
62.4 |
4.9% |
13.0 |
1.0% |
52% |
False |
False |
165,102 |
40 |
1,347.8 |
1,243.2 |
104.6 |
8.2% |
14.4 |
1.1% |
35% |
False |
False |
171,851 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.5% |
14.6 |
1.1% |
30% |
False |
False |
176,537 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.2% |
15.3 |
1.2% |
28% |
False |
False |
165,834 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.0% |
17.3 |
1.4% |
26% |
False |
False |
136,417 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.9% |
17.2 |
1.3% |
41% |
False |
False |
114,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.6 |
2.618 |
1,343.4 |
1.618 |
1,325.5 |
1.000 |
1,314.4 |
0.618 |
1,307.6 |
HIGH |
1,296.5 |
0.618 |
1,289.7 |
0.500 |
1,287.6 |
0.382 |
1,285.4 |
LOW |
1,278.6 |
0.618 |
1,267.5 |
1.000 |
1,260.7 |
1.618 |
1,249.6 |
2.618 |
1,231.7 |
4.250 |
1,202.5 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,287.6 |
1,293.5 |
PP |
1,284.8 |
1,288.8 |
S1 |
1,282.1 |
1,284.1 |
|